#pragma warning disable 108
using System;
using System.Runtime.InteropServices;
using System.Collections.Generic;
using Cephei;
using Cephei.Generic;
using Cephei.QL.Models.Equity;
using Cephei.QL.Processes;
using Cephei.QL;
namespace Cephei.QL.Experimental.Finitedifferences
{
     // <summary> 
	// ! \ingroup vanillaengines  \test the correctness of the returned value is tested by reproducing results available in web/literature and comparison with Black/Heston pricing.
	// </summary>
    [Guid ("67EFF7C2-DF38-479f-B7C6-ED9D29658260"),ComVisible(true)]
	public interface IFdHestonHullWhiteVanillaEngine : Cephei.QL.IPricingEngine
	{
		///////////////////////////////////////////////////////////////
        // Methods
        //
        
		 IFdHestonHullWhiteVanillaEngine Calculate {get;}
        
		 IFdHestonHullWhiteVanillaEngine EnableMultipleStrikesCaching(Cephei.IVector<Double> strikes);
        
		 IFdHestonHullWhiteVanillaEngine Update {get;}
    }

    // <summary> 
	// ! \ingroup vanillaengines  \test the correctness of the returned value is tested by reproducing results available in web/literature and comparison with Black/Heston pricing. Factory
	// </summary>
   	[ComVisible(true)]
    public interface IFdHestonHullWhiteVanillaEngine_Factory // : Collection_Factory<IFdHestonHullWhiteVanillaEngine, ICell<IFdHestonHullWhiteVanillaEngine>>
    {
        ///////////////////////////////////////////////////////////////
        // Factory methods
        //
        
	    IFdHestonHullWhiteVanillaEngine Create (Cephei.QL.Models.Equity.IHestonModel model, Cephei.QL.Processes.IHullWhiteProcess hwProcess, Double corrEquityShortRate, Microsoft.FSharp.Core.FSharpOption<UInt64> tGrid, Microsoft.FSharp.Core.FSharpOption<UInt64> xGrid, Microsoft.FSharp.Core.FSharpOption<UInt64> vGrid, Microsoft.FSharp.Core.FSharpOption<UInt64> rGrid, Microsoft.FSharp.Core.FSharpOption<UInt64> dampingSteps, Microsoft.FSharp.Core.FSharpOption<Boolean> controlVariate, Microsoft.FSharp.Core.FSharpOption<QL.Experimental.Finitedifferences.FdmBackwardSolver.FdmSchemeTypeEnum> type, Microsoft.FSharp.Core.FSharpOption<Double> theta, Microsoft.FSharp.Core.FSharpOption<Double> mu);
    }
}

